A reference direction approach to multiple objective quadratic-linear programming
DOI10.1016/S0377-2217(96)00245-7zbMATH Open0951.90571OpenAlexW1972340421MaRDI QIDQ1290716FDOQ1290716
Guang Yuan Yu, Pekka J. Korhonen
Publication date: 17 December 2000
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0377-2217(96)00245-7
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quadratic programmingmultiple objective programmingreference directionachievement scalarizing functionlinear complementary modelnondominated criterion values
Quadratic programming (90C20) Multi-objective and goal programming (90C29) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
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Cited In (10)
- On the criterion vectors of lines of portfolio selection with multiple quadratic and multiple linear objectives
- Pareto optimality conditions and duality for vector quadratic fractional optimization problems
- Randomly generating portfolio-selection covariance matrices with specified distributional characteristics
- Hybrid method for a class of stochastic bi-criteria optimization problems
- On constructing expert Betas for single-index model
- Doubly nonnegative relaxation method for solving multiple objective quadratic programming problems
- Necessary and sufficient conditions for achieving global optimal solutions in multiobjective quadratic fractional optimization problems
- Interactive \textsc{Nonconvex Pareto Navigator} for multiobjective optimization
- Large-scale MV efficient frontier computation via a procedure of parametric quadratic programming
- A class of stochastic optimization problems with one quadratic \& several linear objective functions and extended portfolio selection model
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